I don't know how to do it, but would it be possible to make this more easily discoverable? Say, put it somewhere in the help center?

But the main thing is this: I thought it would be fantastic if MO would have such a trackback page, telling where are any of the MO materials cited/linked to. Does such thing exist for any stackexchange sites? Is it difficult to make?

1 Answer
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The arXiv trackbacks are generated by a script running on my computer, which uses the Stack Exchange API to identify recently changed posts. It then parses those posts for arXiv identifiers (in various forms), and reports, via a particular API, those posts to the arXiv.

$\begingroup$I see, thanks. So to have something like this for MO requires substantial work, or maybe it is not even clear how to do it?$\endgroup$
– მამუკა ჯიბლაძეOct 11 '17 at 14:30

$\begingroup$I'm confused by your question. We already have this for MathOverflow, so no, it won't take substantial work (it's already been done), and we know how to do it. Do you mean generating trackbacks for some other pair of sites than MO->arXiv?$\endgroup$
– Scott Morrison♦Oct 11 '17 at 21:59

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$\begingroup$Sorry seems like I failed to formulate it clearly. I meant trackbacks (anything)->MO.$\endgroup$
– მამუკა ჯიბლაძეOct 12 '17 at 4:10